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Journal: Mathematics, 2023
Volume: 11
Number: 1476
Article:
A Novel Black-Litterman Model with Time-Varying Covariance for Optimal Asset Allocation of Pension Funds
Authors:
by
Yuqin Sun, Yungao Wu and Gejirifu De
Link:
https://www.mdpi.com/2227-7390/11/6/1476
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